You have more than one problem here.
Don't bend the plasterboard too far or you may crack the skim (if there is one).
Dry-lined walls often have lightweight blocks behind the boards. Great for insulation, but lousy for fixing into.
Don't put too much load on the plasterboard or it will break.
Consider using frame fixings especially if the shelves are to support heavy items with large flanges to spread the load.
An alternative method is to measure up and drill your holes where you want them, pump a reasonable amount of plasterboard or 'no-more-nails" type adhesive through the holes to fill the cavity in the area pressure will be applied to the wall, wait for it to cure, and then use long screws with the correct plugs for whatever blocks or bricks your wall is made of.
Don't think anyone said dry lining was good, the discussion was on to skim or not.
On the plus side dry lining is simple to do, fast, cheap, and has better thermal insulating properties than solid plaster. On the negative side, it is a swine to attach heavy stuff to and breaks if you bash it too hard. Regardless of what any of us think of drylining, sarcasm will not hold the shelves up.